I am really not sure why putting documents on an SD card seems to speed things up. Yet, it did - at least on my PRS950. I have not tried it on other devices. And there is a poster above who is claiming the same, so it might be worth a shot... But it is puzzling.
The indexing problems that plague SONY devices with a high number of books are well known and have been discussed here on the forums extensively. If I am not mistaken, PRS+ (the alternative firmware developed by the community) allows to turn indexing off exactly for that reason. But I have not tried it out - I just remember reading about it.
I don't know about the best contact at SONY. I have spoken to their CS directly over the phone. They argued back saying it was all fine.
As I mentioned above, I think the only recourse is the BBB:
https://odr.bbb.org/odrweb/public/getstarted.aspx
In my experience, when enough complaints are filed, businesses do listen.